[SciPy-dev] fftw3 support

[Matt Fishburn]

Hi,

There is an annoying bug in fftw 2.1.*, fixed in fftw 3.0.1, which 
causes rfftw to take several orders of magnitude longer for certain 
inputs.  This affects SciPy's fft of real arrays pretty severely - there 
are benchmarks at:
http://web.mit.edu/fishburn/Public/fft_bench_extended.txt

The benchmarks are run with fftw 2.1.3 installed (debian's fftw-dev 
package), but I've reproduced the results with 2.1.5.

Is fftw3 support planned at all for SciPy?  I'd love to take this on, 
provided that someone could provide a few pointers with the build 
process and accept the changes.  I've moved a few simple C fftw programs 
from fftw2 to fftw3 and the transition isn't bad at all.

-Matt Fishburn